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AMERICAN OPTIONS WITH GRADUAL EXERCISE UNDER PROPORTIONAL TRANSACTION COSTS
ROUX, ALET, ZASTAWNIAK, TOMASZVolume:
17
Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/s0219024914500526
Date:
December, 2014
File:
PDF, 430 KB
english, 2014